Bayesian estimation of the GARCH(1,1) model with student-t innovations

2010-12-01

The R Journal , Volume 2 - Issue 2 p. 41- 47

Additional Metadata
Persistent URL	hdl.handle.net/1765/81924
Journal	The R Journal
Organisation	Erasmus University Rotterdam
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	David, D., & Hoogerheide, L. (2010). Bayesian estimation of the GARCH(1,1) model with student-t innovations. The R Journal, 2(2), 41–47. Retrieved from http://hdl.handle.net/1765/81924

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